+1,562.1%
ALB vs GRMN
+6,655.2%
-5,093.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | -2.9% | -5.2% | -7.2% |
| 30D | +6.3% | -8.4% | +14.7% | +9.6% |
| 3M | -23.6% | +15.0% | -38.6% | -27.8% |
| 6M | -24.6% | +11.2% | -35.8% | -28.1% |
| YTD | -10.3% | +37.7% | -48.0% | -20.8% |
| 1Y | +61.5% | +18.5% | +43.0% | +49.7% |
| 3Y | -34.0% | +175.8% | -209.8% | -55.2% |
| 5Y | -44.6% | +75.1% | -119.7% | -56.1% |
| 10Y | +76.1% | +637.0% | -560.9% | -8.9% |
| All | +1,562.1% | +6,655.2% | -5,093.2% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling